+133.7%
GOOG vs B
+154.3%
-20.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.1% | +2.3% | -1.2% | +0.8% |
| 30D | -5.1% | +1.4% | -6.4% | -5.3% |
| 3M | -7.1% | +12.2% | -19.3% | -8.9% |
| 6M | +12.7% | -2.1% | +14.8% | +12.1% |
| YTD | +7.1% | +2.9% | +4.1% | +5.3% |
| 1Y | +43.6% | +55.3% | -11.7% | +32.3% |
| 3Y | +146.8% | +198.7% | -51.9% | +104.0% |
| 5Y | +133.7% | +153.8% | -20.1% | +89.1% |
| All | +133.7% | +154.3% | -20.6% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded B wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling